Aames 2000-2
Mortgage Pass-Through Certificates
Collateral Report for February 26, 2001 Distribution
Collateral Report |
COLLATERAL | ADJUSTABLE 2 | ADJUSTABLE 1 | FIXED | TOTAL | ||||
Loan Count: | ||||||||
Original | 353 | 2629 | 1983 | 4965 | ||||
Prior | 351 | 2,621 | 1,974 | 4,946 | ||||
Prefunding | - | - | - | - | ||||
Scheduled Paid Offs | - | - | - | - | ||||
Full Voluntary Prepayments | (1) | (15) | (20) | (36) | ||||
Repurchases | - | - | - | - | ||||
Liquidations | - | - | - | - | ||||
Current | 350 | 2,606 | 1,954 | 4,910 | ||||
Principal Balance: | ||||||||
Original | 60,473,582.84 | 263,669,032.53 | 147,312,048.99 | 471,454,664.36 | ||||
Prior | 59,959,475.20 | 262,638,902.54 | 146,387,008.31 | 468,985,386.05 | ||||
Prefunding | - | - | - | - | ||||
Scheduled Principal | (28,786.59) | (112,444.15) | (110,098.27) | (251,329.01) | ||||
Partial and Full Voluntary Prepayments | (500,000.00) | (1,379,399.51) | (1,745,946.48) | (3,625,345.99) | ||||
Repurchases | - | - | - | - | ||||
Liquidations | - | - | - | - | ||||
Current | 59,430,688.61 | 261,147,058.88 | 144,530,963.56 | 465,108,711.05 | ||||
PREFUNDING | ADJUSTABLE 2 | ADJUSTABLE 1 | FIXED | TOTAL | ||||
Prefunding Beginning Balance | 0.00 | 0.00 | 0.00 | 0.00 | ||||
Balance of Subsequent Loans Transfered | 0.00 | 0.00 | 0.00 | 0.00 | ||||
Prefunded Amount Dispursed To Offered Certificates | 0.00 | 0.00 | 0.00 | 0.00 | ||||
Prefunding Ending Balance | 0.00 | 0.00 | 0.00 | 0.00 | ||||
Capitalized Interest Beginning Balance | 0.00 | 0.00 | 0.00 | 0.00 | ||||
Capitalized Interest Requirement | 0.00 | 0.00 | 0.00 | 0.00 | ||||
Capitalized Interest Released to Seller | 0.00 | 0.00 | 0.00 | 0.00 | ||||
Capitalized Interest Ending Balance | 0.00 | 0.00 | 0.00 | 0.00 | ||||
Current Prin Balance by Groups (in millions of dollars)
Total Current Principal Balance (in millions of dollars)
Page 10 of 26 | © COPYRIGHT 2001 Deutsche Bank |
Aames 2000-2
Mortgage Pass-Through Certificates
Collateral Report for February 26, 2001 Distribution
Collateral Report |
CHARACTERISTICS | ADJUSTABLE 2 | ADJUSTABLE 1 | FIXED | TOTAL | ||||
Weighted Average Coupon Original | 10.219816% | 10.665342% | 10.904936% | 10.683059% | ||||
Weighted Average Coupon Prior | 10.219816% | 10.665342% | 10.904936% | 10.683059% | ||||
Weighted Average Coupon Current | 10.208925% | 10.662647% | 10.900476% | 10.678874% | ||||
Weighted Average Months to Maturity Original | 356 | 357 | 330 | 348 | ||||
Weighted Average Months to Maturity Prior | 356 | 357 | 330 | 348 | ||||
Weighted Average Months to Maturity Current | 355 | 356 | 329 | 347 | ||||
Weighted Avg Remaining Amortization Term Original | 356 | 356 | 330 | 348 | ||||
Weighted Avg Remaining Amortization Term Prior | 356 | 356 | 330 | 348 | ||||
Weighted Avg Remaining Amortization Term Current | 355 | 355 | 328 | 347 | ||||
Weighted Average Seasoning Original | 2.46 | 2.38 | 2.15 | 2.32 | ||||
Weighted Average Seasoning Prior | 2.46 | 2.38 | 2.15 | 2.32 | ||||
Weighted Average Seasoning Current | 3.46 | 3.38 | 3.15 | 3.32 | ||||
Note: Original information refers to deal issue. | ||||||||
WAC by Groups
Total WAC
WARAT by Groups
Total WARAT
Note: Dates correspond to distribution dates.
Page 11 of 26 | © COPYRIGHT 2001 Deutsche Bank |
Aames 2000-2
Mortgage Pass-Through Certificates
Collateral Report for February 26, 2001 Distribution
Collateral Report |
ARM CHARACTERISTICS | ADJUSTABLE 2 | ADJUSTABLE 1 | FIXED | TOTAL | ||||
Weighted Average Margin Original | 6.376% | 6.263% | ||||||
Weighted Average Margin Prior | 6.376% | 6.263% | ||||||
Weighted Average Margin Current | 6.373% | 6.264% | ||||||
Weighted Average Max Rate Original | ||||||||
Weighted Average Max Rate Prior | ||||||||
Weighted Average Max Rate Current | 16.212% | 16.665% | ||||||
Weighted Average Min Rate Original | 10.220% | 10.665% | ||||||
Weighted Average Min Rate Prior | 10.220% | 10.665% | ||||||
Weighted Average Min Rate Current | 10.209% | 10.663% | ||||||
Weighted Average Cap Up Original | 2.000% | 2.002% | ||||||
Weighted Average Cap Up Prior | 2.000% | 2.002% | ||||||
Weighted Average Cap Up Current | 2.000% | 2.002% | ||||||
Weighted Average Cap Down Original | 2.000% | 2.002% | ||||||
Weighted Average Cap Down Prior | 2.000% | 2.002% | ||||||
Weighted Average Cap Down Current | 2.000% | 2.002% | ||||||
Note: Original information refers to deal issue. | ||||||||
SERVICING FEES / ADVANCES | ADJUSTABLE 2 | ADJUSTABLE 1 | FIXED | TOTAL | ||||
Current Servicing Fees | 1,594.36 | 7,870.12 | 4,832.84 | 14,297.32 | ||||
Delinquent Servicing Fees | 23,388.76 | 101,562.76 | 56,161.75 | 181,113.27 | ||||
TOTAL SERVICING FEES | 24,983.12 | 109,432.88 | 60,994.59 | 195,410.59 | ||||
Total Servicing Fees | 24,983.12 | 109,432.88 | 60,994.59 | 195,410.59 | ||||
Compensating Interest | 1,593.75 | 8,198.17 | 5,196.48 | 14,988.40 | ||||
Delinquent Servicing Fees | (23,388.76) | (101,562.76) | (56,161.75) | (181,113.27) | ||||
COLLECTED SERVICING FEES | 3,188.11 | 16,068.29 | 10,029.32 | 29,285.72 | ||||
Prepayment Interest Shortfall | 1,593.75 | 8,198.17 | 5,196.48 | 14,988.40 | ||||
Total Advanced Interest | 454,899.52 | 2,066,262.76 | 1,168,843.30 | 3,690,005.58 | ||||
ADDITIONAL COLLATERAL INFORMATION | ADJUSTABLE 2 | ADJUSTABLE 1 | FIXED | TOTAL | ||||
SPACE INTENTIONALLY LEFT BLANK | ||||||||
Page 12 of 26 | © COPYRIGHT 2001 Deutsche Bank |